At the beginning of the trailer for RE6, Leon is forced to kill the President of the United States, who has become infected with a virus (presumably the T-Virus) and turned into a zombie. Keep in mind that he's a personal friend of Leon.
Especially when you're one of the people that theorize Leon doesn't have very many close friends. The one friend he had turned into a zombie. This man went through many scenarios where he jumped to kill the once human monsters with no hesitation. In RE2, he averted Not a Zombie as soon as the game began, and yet, when he sees the president turn into a zombie, he can't do anything but breathe heavily, pointing his gun, and say "Stay right where you are" with his voice shaking (yes, this smooth wisecracker at a loss for words). When the president lunges forward, he has to yell "Mr. President!" before a shot rings out. And it's not revealed who the president attacked, or who shot.
Leon being told by Chris that Ada is dead. He's struck silent for a moment, and all he can respond with is a very soft, quiet "Copy."
"No more tears. Not until I've avenged your death."
Also, Helena trying to stop Leon and Ada from shooting Mutant!Deborah. Helena is fiercely protective of her sister, and her face when Deborah succumbs to the C-Virus can be heart-wrenching.
Plus, Deborah still attempted to help her sister by shoving her away.
Deborah's note in the files.
Finn's death in Chris's campaign. Especially since he's reaching to grab Chris's hand before becoming a cocoon. You can tell that Chris is pissed.
As well as the rest of his team in Edonia. You really didn't know them, but it's hard not to feel sad about watching the entire team die while Chris is powerless to do anything. The result theme does not help at all after the chapter's been beaten.
The difference in attitude in Chris between Edonia and China is pretty disheartening too.
To further elaborate, we see Chris is back in the Eastern European bar, quietly eating the same steak dish as Piers. We see a BSAA soldier walking into the bar and his face is kept hidden until he reaches Chris. Chris seems just as disappointed as the viewer when he realizes it's not Piers. Way to twist the knife Capcom.
When he died and you retrieve his C4, it doesn't just say "C4 Explosive", it specifically states that it was Marco's C4 Explosive.
In chapter 2 of Leon and Helena's campaign, an old man in Tall Oaks Cathedral says that his son, Marco is part of the BSAA and will arrive with the whole army. It will never happen.